The museum was housed in the former Camden Station, originally constructed in 1857 by the Baltimore and Ohio Railroad (B&O) as its main passenger station in Baltimore. After being vacant since the 1980s, the depot's exterior was restored in the 1990s as part of the development of the Camden Yards Sports Complex. Later interior renovations and remodeling were made to accommodate the building's adaptive reuse as a sports museum. Geppi's Entertainment Museum, which opened in September 2006, is located on the upper level of the building, directly above Sports Legends at Camden Yards. The nearby Babe Ruth Birthplace & Museum remains in existence as a separate museum on Emory Street, two and a half blocks from Camden Station.[4]

A replica[citation needed] of the Vince Lombardi Trophy from Super Bowl V is part of the museum's collection. The original trophy from the Colts' 1971 Super Bowl victory was taken by former owner Carroll Rosenbloom when he traded the Colts for the Los Angeles Rams shortly afterwards in a shrewd deal. A replica trophy was later made for the Colts, but in the Midnight Move of 1984, the team was not allowed to keep the trophy. That trophy stayed in the city of Baltimore's possession, and was placed in the Sports Legends Museum.[5]